Based on the provided scatter diagram, what is wrong with the following statement: "Because the linear correlation coefficient between the number of hours studied and the self-reported anxiety level on a test day is $-0.05$, there is no relationship between study time and test anxiety."

The statement is correct; a linear correlation coefficient close to zero definitively proves there is no relationship of any kind

The scatter diagram clearly shows a strong non-linear (curvilinear) relationship which a linear correlation coefficient fails to capture

The linear correlation coefficient must be a positive value in this case because anxiety first decreases and then increases

The sample size is too small for the linear correlation coefficient to be an accurate measure of the relationship